+429.0%
MMM vs HALO
+2,259.3%
-1,830.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.4% | -3.2% | +2.9% | -0.1% |
| 30D | +12.1% | -14.2% | +26.3% | +13.7% |
| 3M | +1.4% | -0.4% | +1.8% | +1.3% |
| 6M | +26.6% | +43.2% | -16.6% | +21.5% |
| YTD | +16.8% | +49.0% | -32.2% | +11.6% |
| 1Y | +10.1% | +40.8% | -30.8% | +5.7% |
| 3Y | +158.4% | +167.4% | -9.0% | +129.2% |
| 5Y | +43.1% | +157.4% | -114.3% | +25.9% |
| 10Y | +74.2% | +697.1% | -622.9% | +33.3% |
| All | +429.0% | +2,259.3% | -1,830.3% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling